Allison and Gerard Baden-Clay, with their three children. Photo: Supplied

He went on to say he was not aware of his son’s financial woes, nor was he aware of his son’s affair.

His responses to Mr Fuller’s questions were measured and precise.

“Fairly early in their marriage, Elaine [Gerard’s mother] and I were asked not to come to visit them without phoning first,” he told the court.

“We interpreted that to mean that they wished to have their privacy.

“They didn’t readily share with us any aspects of their marriage or their relationship.”

He said he did not learn of his daughter-in-law’s struggle with depression until four or five years into his son’s marriage, when Allison had called his wife for help.

“Elaine explained to me that Allison had broken down in tears and told her that she was suffering from some illness and she didn’t know what was wrong,” Mr Baden-Clay Snr said.

Mrs Baden-Clay referred Allison to their trusted family GP, who in turn referred Allison to a psychiatrist.

Mr Baden-Clay Snr said he later noticed manifestations of Allison’s illness.

“Often when we would go round to their house, we would find the curtains or blinds all drawn and the house in semi-darkness. Frequently, Allison would be lying on the sofa,” he told the jury.

Mr Baden-Clay Snr was celebrating news of the birth of his grandson in Canada, when he received a phone call from Gerard about 6.40am on April 20, 2012.

“Gerard said to me, ‘Dad I don’t want to alarm you, but have you seen Allison?’” he said.

“And I said, ‘No.’ And he said, ‘Well she hasn’t come back from her walk yet and I’m a bit worried about her’.”

Crown prosecutor Todd Fuller QC asked: “When he called you, what was his tone or his voice like?”

“Anxious … trying to be calm,” Mr Baden-Clay Snr replied.

“He said he didn't want to alarm us, but he alarmed us.”

Mr Baden-Clay Snr said he and his daughter Olivia Walton, who was visiting with her children from Townsville, rushed to Gerard’s home in separate cars.

At the time, Mr Baden-Clay Snr drove a Holden Statesman with the registration 1BWANA, Bwana being the Swahili word for “chief”.

“Olivia took a little bit longer to get to the house than I did because … along the way if she saw people she stopped to ask them to see if they’d seen Allison and I went straight to the house,” he said.

“I went straight up the stairs and Gerard met me at the door. He was in his suit.

“I noticed that he had cuts on his cheek and a band aid that was sort of slightly coming off. I said, ‘What is that?’ and he said, ‘I cut myself shaving this morning in my hurry to get the girls ready’.”

Mr Baden-Clay Snr said he stayed with his three granddaughters while Gerard set out looking for Allison.

He said Gerard returned about half an hour later, having seen no sign of his wife.

“By this time, as far as I can recollect, Gerard had already phoned the police and they had said that would send a patrol out and so we were anxious to get the girls out and to the school before the police arrived,” he said.

The first police car arrived at the Baden-Clay home, as Ms Walton was pulling out of the driveway with her three nieces.

Mr Baden-Clay Snr said Gerard later told him Allison had not returned from her early morning walk.

“He just simply said that as far as he was aware she’d gone for her early morning walk and not come home. [He said] that he had gone to bed early because he hadn’t been feeling too good and that he had left her sitting up watching The Footy Show.

“He thought that it was 10 o’clock at night that he had gone to bed.”

Allison Baden-Clay’s body was found 10 days later on the muddy banks of Kholo Creek, about 14 kilometres from the family home.

The court has previously heard that Gerard was juggling a long-running affair with his former colleague Toni McHugh when his wife disappeared.

He was also allegedly under substantial financial pressure, with large unpaid loans and a looming deadline on a $270,000 payment for the buyout of his business partners.